Predictive ability with cointegrated variablesNorman Rasmus Swanson, Claudia Olivetti Z2001-09-01articleJournal of Econometrics80 citationsclosedNo readable copy stored yet — this record is metadata only.Forecasting Techniques and ApplicationsMonetary Policy and Economic ImpactDiverse Scientific and Economic StudiesAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 80 citations exist upstream.References1988Statistical analysis of cointegration vectors1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models1994Comparing Predictive Accuracy1983Empirical exchange rate models of the seventies1996Asymptotic Inference about Predictive Ability2001Tests of equal forecast accuracy and encompassing for nested models1994Five alternative methods of estimating long-run equilibrium relationships1999Data‐Snooping, Technical Trading Rule Performance, and the BootstrapCited by2010Path forecast evaluation2002Evaluating Long-Horizon Forecasts2004Inference About Predictive Ability2012Ranking the predictive performances of value-at-risk estimation methods2002Forecast evaluation with shared data sets2009A copula‐based regime‐switching GARCH model for optimal futures hedging2002Exchange Rates and Fundamentals: Evidence from Commodity Economies